Linear algebraEigenvalues and EigenvectorsNov 18, 2020 | 10 min read Time seriesVariability of Nonstationary Time SeriesOct 9, 2020 | 13 min read Linear modelEstimationSep 30, 2019 | 16 min read Mathematical statisticsBasic ConceptsSep 25, 2019 | 12 min read Nonparametric methodsFundamentals of Nonparametric MethodsJan 25, 2019 | 10 min read Time seriesOct 7, 20209 min readUnit Root TestA test that helps us determine whether differencing is needed or not. We also talk about over-differencing (don't do it!) and model selection (AIC/BIC and MAPE).#Time Series #R #Statistical TestLinear algebraOct 7, 20204 min readMatrix TraceSuch a simple concept with so many properties and applications!#Linear Algebra #Matrix #Operation #Statistics #Statistical TestTime seriesOct 5, 20209 min readARIMA ModelsCombining differencing and ARMA models and we get ARIMA. The procedures of estimation, diagnosis and forecasting are very similar as that of ARMA models.#Time Series #Visualization #RLinear algebraSep 30, 20207 min readLinear Space of MatricesThe column space, row space and rank of a matrix and their properties.#Linear Algebra #VisualizationTime seriesSep 30, 202013 min readMean TrendWe introduce detrending and differencing, two methods that aim to remove the mean trends in time series.#Time Series #Visualization #RLinear algebraSep 28, 20205 min readOrthogonalizationIntroducing the Gram-Schmidt process, a method for constructing an orthogonal basis given a non-orthogonal basis.#Linear Algebra #OperationsLinear algebraSep 21, 20207 min readProjectionGeometrically speaking, what is the projection of a vector onto another vector, and the projection of a vector onto a subspace?#Linear Algebra #Operations #VisualizationLinear algebraSep 14, 20206 min readDefinitions in Arbitrary Linear SpaceThis chapter provides an introduction to some fundamental geometrical ideas and results. We start by giving definitions for norm, distance, angle, inner product and orthogonality. The Cauchy-Schwarz inequality comes useful in many settings.#Linear Algebra #Operations #VisualizationTime seriesSep 14, 202015 min readModel Fitting and ForecastingThis model-building strategy consists of three steps: model specification (identification), model fitting, and model diagnostics.#Statistics #Time Series #Regression #RTime seriesSep 12, 20208 min readARMA ModelThe mean, variance, ACF and PACF of ARMA models. The backshift operator is introduced, and the stationarity and invertibility of the general ARMA(p, q) model is discussed.#Statistics #Time Series #Autocorrelation #R«««123 … 6»»»